How Long to Read SABR and SABR LIBOR Market Models in Practice
By Christian Crispoldi
How Long Does it Take to Read SABR and SABR LIBOR Market Models in Practice?
It takes the average reader 3 hours and 41 minutes to read SABR and SABR LIBOR Market Models in Practice by Christian Crispoldi
Assuming a reading speed of 250 words per minute. Learn more
Description
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk managers, as...
How long is SABR and SABR LIBOR Market Models in Practice?
SABR and SABR LIBOR Market Models in Practice by Christian Crispoldi is 216 pages long, and a total of 55,296 words.
This makes it 73% the length of the average book. It also has 68% more words than the average book.
How Long Does it Take to Read SABR and SABR LIBOR Market Models in Practice Aloud?
The average oral reading speed is 183 words per minute. This means it takes 5 hours and 2 minutes to read SABR and SABR LIBOR Market Models in Practice aloud.
What Reading Level is SABR and SABR LIBOR Market Models in Practice?
SABR and SABR LIBOR Market Models in Practice is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
Where Can I Buy SABR and SABR LIBOR Market Models in Practice?
SABR and SABR LIBOR Market Models in Practice by Christian Crispoldi is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.
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